EWN vs. JNJ

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Netherlands ETF (EWN) and Johnson & Johnson (JNJ).

EWN is a passively managed fund by iShares that tracks the performance of the MSCI Netherlands Investable Market Index. It was launched on Mar 12, 1996.

Performance

EWN vs. JNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Netherlands ETF (EWN) and Johnson & Johnson (JNJ). The values are adjusted to include any dividend payments, if applicable.

EWN vs. JNJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EWN iShares MSCI Netherlands ETF	2.70%	34.87%	1.67%	22.08%	-24.43%	22.74%	23.23%	32.45%	-15.37%	33.73%
JNJ Johnson & Johnson	18.59%	47.48%	-4.81%	-8.58%	5.97%	11.44%	10.82%	16.22%	-5.13%	24.43%

Returns By Period

In the year-to-date period, EWN achieves a 2.70% return, which is significantly lower than JNJ's 18.59% return. Both investments have delivered pretty close results over the past 10 years, with EWN having a 11.56% annualized return and JNJ not far behind at 11.40%.

EWN

• 1D: 1.84%
• 1M: -4.50%
• YTD: 2.70%
• 6M: 3.34%
• 1Y: 31.95%
• 3Y*: 14.91%
• 5Y*: 6.83%
• 10Y*: 11.56%

JNJ

• 1D: -0.13%
• 1M: -1.79%
• YTD: 18.59%
• 6M: 32.75%
• 1Y: 63.73%
• 3Y*: 19.86%
• 5Y*: 11.54%
• 10Y*: 11.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EWN vs. JNJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EWN

EWN Risk / Return Rank: 78
EWN Sharpe Ratio Rank: 77
EWN Sortino Ratio Rank: 81
EWN Omega Ratio Rank: 73
EWN Calmar Ratio Rank: 80
EWN Martin Ratio Rank: 79

JNJ

JNJ Risk / Return Rank: 97
JNJ Sharpe Ratio Rank: 98
JNJ Sortino Ratio Rank: 98
JNJ Omega Ratio Rank: 98
JNJ Calmar Ratio Rank: 95
JNJ Martin Ratio Rank: 97

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EWN vs. JNJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Netherlands ETF (EWN) and Johnson & Johnson (JNJ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	EWN	JNJ	Difference
Sharpe ratio Return per unit of total volatility	1.48	3.67	-2.19
Sortino ratio Return per unit of downside risk	2.20	4.95	-2.75
Omega ratio Gain probability vs. loss probability	1.28	1.67	-0.38
Calmar ratio Return relative to maximum drawdown	2.41	6.09	-3.68
Martin ratio Return relative to average drawdown	9.20	20.41	-11.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EWN vs. JNJ - Sharpe Ratio Comparison

The current EWN Sharpe Ratio is 1.48, which is lower than the JNJ Sharpe Ratio of 3.67. The chart below compares the historical Sharpe Ratios of EWN and JNJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EWN	JNJ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	3.67	-2.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.70	-0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.62	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.54	-0.26

Correlation

The correlation between EWN and JNJ is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

EWN vs. JNJ - Dividend Comparison

EWN's dividend yield for the trailing twelve months is around 4.90%, more than JNJ's 2.13% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EWN iShares MSCI Netherlands ETF	4.90%	5.03%	2.18%	1.79%	1.98%	1.01%	0.78%	2.57%	2.40%	1.68%	2.71%	1.92%
JNJ Johnson & Johnson	2.13%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%

Drawdowns

EWN vs. JNJ - Drawdown Comparison

The maximum EWN drawdown since its inception was -65.22%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for EWN and JNJ.

Drawdown Indicators

	EWN	JNJ	Difference
Max Drawdown Largest peak-to-trough decline	-65.22%	-50.67%	-14.55%
Max Drawdown (1Y) Largest decline over 1 year	-13.24%	-8.42%	-4.82%
Max Drawdown (5Y) Largest decline over 5 years	-43.57%	-18.41%	-25.16%
Max Drawdown (10Y) Largest decline over 10 years	-43.57%	-27.37%	-16.20%
Current Drawdown Current decline from peak	-8.15%	-1.79%	-6.36%
Average Drawdown Average peak-to-trough decline	-16.43%	-11.89%	-4.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.46%	2.51%	+0.95%

Volatility

EWN vs. JNJ - Volatility Comparison

iShares MSCI Netherlands ETF (EWN) has a higher volatility of 8.76% compared to Johnson & Johnson (JNJ) at 4.43%. This indicates that EWN's price experiences larger fluctuations and is considered to be riskier than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EWN	JNJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.76%	4.43%	+4.33%
Volatility (6M) Calculated over the trailing 6-month period	14.57%	10.94%	+3.63%
Volatility (1Y) Calculated over the trailing 1-year period	21.72%	19.11%	+2.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.68%	16.67%	+6.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.19%	18.33%	+2.86%